Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 0.209614 0.225046 0.241516 0.260480 0.281809 0.305173 0.332858
2026-01-11 0.187707 0.207697 0.230060 0.257166 0.289457 0.327115 0.374998
2026-01-18 0.175016 0.198233 0.225186 0.259247 0.301829 0.354281 0.425405
2026-01-25 0.160408 0.184747 0.213767 0.251594 0.300651 0.363731 0.453875
2026-02-01 0.148304 0.173088 0.203281 0.243642 0.297616 0.369616 0.477395
2026-02-08 0.140706 0.166296 0.198116 0.241705 0.301789 0.384977 0.515677
2026-02-15 0.137049 0.164089 0.198437 0.246725 0.315499 0.414722 0.579486
2026-02-22 0.131741 0.159345 0.195005 0.246187 0.321056 0.432850 0.627579
2026-03-01 0.126632 0.154522 0.191083 0.244532 0.324610 0.448013 0.672876
2026-03-08 0.121334 0.149141 0.186045 0.240833 0.324616 0.457316 0.709061
2026-03-15 0.116451 0.144072 0.181130 0.236919 0.323840 0.465053 0.743402
2026-03-22 0.114111 0.142333 0.180723 0.239551 0.333444 0.491171 0.818601
2026-03-29 0.112506 0.141600 0.181788 0.244612 0.347684 0.527725 0.925668
2026-04-05 0.108984 0.138019 0.178552 0.242805 0.350300 0.543448 0.990877
2026-04-12 0.106942 0.136429 0.178113 0.245305 0.360420 0.574633 1.101631
2026-04-19 0.102508 0.131242 0.172113 0.238542 0.353709 0.571873 1.125750
2026-04-26 0.098230 0.126137 0.166035 0.231334 0.345672 0.565558 1.139156
2026-05-03 0.095649 0.123403 0.163407 0.229605 0.347398 0.579585 1.213384
2026-05-10 0.094860 0.123237 0.164634 0.234276 0.361247 0.621208 1.384127
2026-05-17 0.092847 0.121188 0.162872 0.233793 0.365293 0.641853 1.497859
2026-05-24 0.090697 0.118863 0.160583 0.232270 0.367177 0.657802 1.602687
2026-05-31 0.088220 0.115971 0.157301 0.228853 0.365054 0.664019 1.675108
2026-06-07 0.085818 0.113126 0.153995 0.225232 0.362259 0.668289 1.742579